Triangular Arbitrage Bot

A production-grade Go application that identifies and executes triangular arbitrage opportunities on the CoinEx cryptocurrency exchange in real time.

Architecture

                          ┌──────────────┐
                          │   CoinEx     │
                          │   WebSocket  │
                          └──────┬───────┘
                                 │ order book updates
                          ┌──────▼───────┐
                          │   Market     │
                          │   Manager    │
                          └──────┬───────┘
                                 │
                 ┌───────────────▼───────────────┐
                 │       Arbitrage Engine         │
                 │  (scan → detect → execute)     │
                 └───────────────┬───────────────┘
                                 │ FOK orders
                 ┌───────────────▼───────────────┐
                 │     CoinEx REST API Client     │
                 └───────────────────────────────┘

The bot maintains a real-time order book for every traded market via WebSocket, continuously scans for three-leg arbitrage cycles (e.g., USDT → BTC → USDT), and executes Fill-or-Kill orders when the estimated profit exceeds a configurable threshold.

Project Structure

.
├── cmd/bot/main.go            # Application entry point
├── internal/
│   ├── config/                # Configuration loading and validation
│   ├── execution/             # Arbitrage detection and execution engine
│   ├── exchange/              # CoinEx API client (REST + auth)
│   ├── logging/               # Structured logging infrastructure
│   ├── market/                # Market data processing
│   └── network/               # HTTP client, WebSocket, rate limiting
├── pkg/
│   ├── common/                # Shared utilities
│   └── models/                # Core data types (OrderBook, Metrics, etc.)
├── .github/workflows/ci.yml  # GitHub Actions CI pipeline
├── .golangci-lint.yml         # Linter configuration
├── Makefile                   # Build, test, lint targets
└── go.mod

Prerequisites

• Go 1.24 or later
• CoinEx API key and secret (set via environment variables)

Configuration

The bot reads configuration from config.json (see config.example.json for a template) and environment variables:

Variable	Description
COINEX_API_KEY	CoinEx API key
COINEX_SECRET_ID	CoinEx API secret

Build and Run

# Install dependencies
make deps

# Build
make build

# Run
make run

# Or build and run in one step
make run

Cross-platform builds

make build-all-platforms   # builds for linux/amd64 and darwin/arm64

Testing

make test                    # run all tests with race detector
make cover                   # run with coverage report (HTML)
go test -race ./...          # run with race detector

CI/CD

This project uses GitHub Actions for continuous integration. On every push and pull request to main:

1. Lint — runs golangci-lint with the project configuration
2. Test — runs the full test suite with race detection and coverage
3. Build — compiles the binary and runs go vet

Health Check

The bot exposes a health check endpoint at GET :8080/healthz that returns 200 OK when the process is running.

License

GNU Affero General Public License v3.0 (AGPL-3.0)

See LICENSE for the full text.

If you use, modify, or deploy this software — especially as a network service — you must release your changes under the same license. This ensures that everyone benefits from improvements made to the code.